Price dynamics with bounded rationality under different market
... to the model. Third, we investigate the impact of two types of orders, market and limit orders, on the dynamics. We introduce a new parameter, the agents’ propensity to submit market orders, which determines agent’s preferences in submitting market orders as opposite to limit orders. We show that wh ...
... to the model. Third, we investigate the impact of two types of orders, market and limit orders, on the dynamics. We introduce a new parameter, the agents’ propensity to submit market orders, which determines agent’s preferences in submitting market orders as opposite to limit orders. We show that wh ...
block trading in today`s electronic markets
... We looked at stocks listed on the U.S. exchanges (NYSE EURONEXT and NASDAQ OMX listed) and the London Stock Exchange for this study. U.S. equity markets are some of the most transparent markets in the world. They feature a consolidated tape, which shows all trades done in a given security in a publi ...
... We looked at stocks listed on the U.S. exchanges (NYSE EURONEXT and NASDAQ OMX listed) and the London Stock Exchange for this study. U.S. equity markets are some of the most transparent markets in the world. They feature a consolidated tape, which shows all trades done in a given security in a publi ...
What is a Mutual Fund?
... of investors and managed by a professional investment advisory firm. The investment firm collects money from investors, pools it and invests it. The mutual fund manager, working with a team of analysts, decides which stocks and securities to include in the fund, often investing in 100 or more securi ...
... of investors and managed by a professional investment advisory firm. The investment firm collects money from investors, pools it and invests it. The mutual fund manager, working with a team of analysts, decides which stocks and securities to include in the fund, often investing in 100 or more securi ...
Multi-Market Equilibrium, Trade, and the Law of One Price
... that results when the leap is made from one to many markets, as is done in most microeconomics ...
... that results when the leap is made from one to many markets, as is done in most microeconomics ...
Data Mining Techniques in Stock Market
... ABSTRACT Data mining is being actively applied to stock market since 1980s.. This research paper has mainly concentrated on applications of data mining algorithms in stock markets. An overview of data mining techniques such as decision tree, neural network, association rules, factor analysis and etc ...
... ABSTRACT Data mining is being actively applied to stock market since 1980s.. This research paper has mainly concentrated on applications of data mining algorithms in stock markets. An overview of data mining techniques such as decision tree, neural network, association rules, factor analysis and etc ...
Consumer Surplus
... The airlines are prepared to sell tickets more cheaply then because they get the benefit of cash-flow together with the guarantee of a seat being filled. The nearer the time to takeoff, the higher the price. If a businessman is desperate to fly from Vancouver to Toronto in 24 hours time, his or her ...
... The airlines are prepared to sell tickets more cheaply then because they get the benefit of cash-flow together with the guarantee of a seat being filled. The nearer the time to takeoff, the higher the price. If a businessman is desperate to fly from Vancouver to Toronto in 24 hours time, his or her ...
Presentation
... An options contract gives the buyer the right to transact on or before a future date at a price that is fixed at the outset. It imposes an obligation on the seller of the contract to transact as per the agreed upon terms, if the buyer of the contract were to ...
... An options contract gives the buyer the right to transact on or before a future date at a price that is fixed at the outset. It imposes an obligation on the seller of the contract to transact as per the agreed upon terms, if the buyer of the contract were to ...
Shareholders
... • Shareholder makes a profit if shares are worth (or sold for) more than what shareholder paid for the shares. • Shareholder makes a loss if shares are worth (or sold for) less than what shareholder paid for the shares. ...
... • Shareholder makes a profit if shares are worth (or sold for) more than what shareholder paid for the shares. • Shareholder makes a loss if shares are worth (or sold for) less than what shareholder paid for the shares. ...
Do retail traders suffer from high frequency traders?
... The advent of fully electronic trading platforms has changed the equity trading landscape dramatically over the last decade and has enabled the rise of trading by computer algorithms without any human interference. One of the most extreme forms of electronic trading is the practice of high frequenc ...
... The advent of fully electronic trading platforms has changed the equity trading landscape dramatically over the last decade and has enabled the rise of trading by computer algorithms without any human interference. One of the most extreme forms of electronic trading is the practice of high frequenc ...
Trading Dynamics between Informed and Noise Traders
... been established by market microstructure works such as Grossman and Stiglitz (1980) and Kyle (1985), but most parameters in the market can only be proxied by variables that may be contaminated with high measurement errors. For example, the identification of informed traders and noise traders poses ...
... been established by market microstructure works such as Grossman and Stiglitz (1980) and Kyle (1985), but most parameters in the market can only be proxied by variables that may be contaminated with high measurement errors. For example, the identification of informed traders and noise traders poses ...
macd convergence – divergence oscillator indicator
... in stocks. Testing by experts over a 72-year period shows that it is barely better than the buy-and-hold method for long-term investing. On the short side, experts determined that trading profits would have been cut by 84% using MACD for entry and exit signals. This is based upon the MetaStock testi ...
... in stocks. Testing by experts over a 72-year period shows that it is barely better than the buy-and-hold method for long-term investing. On the short side, experts determined that trading profits would have been cut by 84% using MACD for entry and exit signals. This is based upon the MetaStock testi ...
1Q13 Basel 2.5 - Final
... Market risk refers to the risk that a change in the level of one or more market prices, rates, indices, implied volatilities (the price volatility of the underlying instrument imputed from option prices), correlations or other market factors, such as market liquidity, will result in losses for a pos ...
... Market risk refers to the risk that a change in the level of one or more market prices, rates, indices, implied volatilities (the price volatility of the underlying instrument imputed from option prices), correlations or other market factors, such as market liquidity, will result in losses for a pos ...
Meanwhile, Jassim Alseddiqi, Chairman of SHUAA Capital, said
... (USD 129 billion). Those securities include 66 public joint stock companies, 2 private joint stock companies, 1 Exchange Traded Fund (ETF), 1 Abu Dhabi Government Fund, and 1 convertible bond. ADX listed companies are allocated in nine sectors; Banking, Real Estate, Consumer Staples, Investment and ...
... (USD 129 billion). Those securities include 66 public joint stock companies, 2 private joint stock companies, 1 Exchange Traded Fund (ETF), 1 Abu Dhabi Government Fund, and 1 convertible bond. ADX listed companies are allocated in nine sectors; Banking, Real Estate, Consumer Staples, Investment and ...
KCEE ECONOMICS/FINANCIAL LITERACY LESSON Title: Stock
... 11. How does the PE ratio help the investor evaluate a company and what should the investor compare it to? In general, a high P/E suggests that investors are expecting higher earnings growth in the future compared to companies with a lower P/E. However, the P/E ratio doesn't tell us the whole story ...
... 11. How does the PE ratio help the investor evaluate a company and what should the investor compare it to? In general, a high P/E suggests that investors are expecting higher earnings growth in the future compared to companies with a lower P/E. However, the P/E ratio doesn't tell us the whole story ...
dynamics of commodity market impact on indian investment sectors
... prices can eat up a huge proportion of capital owned by traders, at times making it virtually impossible to pay back the loan. There is a high degree of reluctance among banks to fund commodity traders, especially those who do not manage price risks. If in case they do, the interest rate is likely t ...
... prices can eat up a huge proportion of capital owned by traders, at times making it virtually impossible to pay back the loan. There is a high degree of reluctance among banks to fund commodity traders, especially those who do not manage price risks. If in case they do, the interest rate is likely t ...
THE CONTRIUBTION OF BLACK, MERTON AND SCHOLES TO FINANCIAL ECONOMICS I G
... sell a designated security at or within a certain period of time at a particular price’ (Elton et al 2007: 576). Two of the most common and simple options are ‘calls’ and ‘puts’. A call gives the holder the right to purchase a security at a predetermined price, while a put gives the holder the right ...
... sell a designated security at or within a certain period of time at a particular price’ (Elton et al 2007: 576). Two of the most common and simple options are ‘calls’ and ‘puts’. A call gives the holder the right to purchase a security at a predetermined price, while a put gives the holder the right ...
Chapter 5: Determination of forward and futures prices
... opportunities.Only when the market forward exchange rate diverges from this band of rates arbitrage exists. Given are: Bid and Ask domestic and foreign spot rates; forward rates and interest rates. ...
... opportunities.Only when the market forward exchange rate diverges from this band of rates arbitrage exists. Given are: Bid and Ask domestic and foreign spot rates; forward rates and interest rates. ...
IOSCO analyzes potential of tech-driven change in the securities
... are launching regulatory sandbox frameworks that enable innovators to experiment with Fintech solutions for financial services. Still other regulators have set up labs and accelerator programs to explore how new technologies can help them better achieve their regulatory objectives. ...
... are launching regulatory sandbox frameworks that enable innovators to experiment with Fintech solutions for financial services. Still other regulators have set up labs and accelerator programs to explore how new technologies can help them better achieve their regulatory objectives. ...
HEADER: XTX Markets joins Aquis Exchange as a member firm XTX
... Facility. The Aquis MTF uses a subscription pricing model which works by charging users according to the message traffic they generate, rather than a percentage of the value of each stock that they trade. Aquis operates a lit order book and does not allow aggressive non-client proprietary trading, t ...
... Facility. The Aquis MTF uses a subscription pricing model which works by charging users according to the message traffic they generate, rather than a percentage of the value of each stock that they trade. Aquis operates a lit order book and does not allow aggressive non-client proprietary trading, t ...
Evaluation of the performance of a pairs trading strategy of JSE
... Long Position: The buying of a security such as a stock, commodity or currency, with the expectation that the asset will rise in value. Short Position: The sale of a borrowed security, commodity or currency with the expectation that the asset will fall in value. Liquidity: The degree to which an ass ...
... Long Position: The buying of a security such as a stock, commodity or currency, with the expectation that the asset will rise in value. Short Position: The sale of a borrowed security, commodity or currency with the expectation that the asset will fall in value. Liquidity: The degree to which an ass ...
Impact of FIIs on Trading Quantity and Market Capitalization of
... market capitalization of BSE. It is evident from the table that during the first three years of their entry, the FIIs participated most actively in India‟s stock market in the month of January 1994 when their net investments rose as high as Rs. 1233.60 crore, with increase of 118.22 percent over the ...
... market capitalization of BSE. It is evident from the table that during the first three years of their entry, the FIIs participated most actively in India‟s stock market in the month of January 1994 when their net investments rose as high as Rs. 1233.60 crore, with increase of 118.22 percent over the ...
I. Global Financial Market as a part of Global Financial System
... instruments, commodities, and other fungible items of value at low transaction costs and at prices that reflect supply and demand. Securities include stocks and bonds, and commodities include for example precious metals or agricultural goods. Markets work by placing many interested buyers and seller ...
... instruments, commodities, and other fungible items of value at low transaction costs and at prices that reflect supply and demand. Securities include stocks and bonds, and commodities include for example precious metals or agricultural goods. Markets work by placing many interested buyers and seller ...
STOCCER – A Forecasting Market for the FIFA World
... STOCCER is highly dynamic. New markets and stocks can be added during the tournament. This is required since we plan to trade stocks for several rounds, such as quarter finals, and it is not known in advance which teams will in the end take part in those rounds. Giving out new stocks can be done in ...
... STOCCER is highly dynamic. New markets and stocks can be added during the tournament. This is required since we plan to trade stocks for several rounds, such as quarter finals, and it is not known in advance which teams will in the end take part in those rounds. Giving out new stocks can be done in ...